13 citations · 20 across the 8 of their papers we have counts for
8 papers
Norm-dependent Lamperti-type MAP representations of stable processes and Brownian motions in the orthant
Andreas E. Kyprianou, Harry S. Mantelos, Victor Rivero
We start by remarking a one-to-one correspondence between self-similar Markov processes (ssMps) on a Banach space and Markov additive processes (MAPs) that is analogous to the well…
The strong law of large numbers and a functional central limit theorem for general Markov additive processes
Andreas E. Kyprianou, Victor Rivero
In this note we re-visit the fundamental question of the strong law of large numbers and central limit theorem for processes in continuous time with conditional stationary and inde…
Stability of (sub)critical non-local spatial branching processes with and without immigration
Emma Horton, Andreas E. Kyprianou, Pedro Martín-Chávez +2
We consider the setting of either a general non-local branching particle process or a general non-local superprocess, in both cases, with and without immigration. Under the assumpt…
Williams' path decomposition for self-similar Markov processes in
Andreas Kyprianou, Mehar Motala, Víctor Rivero
The classical result due tof Williams states that a Brownian motion with positive drift and issued from the origin is equal in law to a Brownian motion with unit negative drift…
The theory of scale functions for spectrally negative Le vy processes
Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
The purpose of this review article is to give an up to date account of the theory and application of scale functions for spectrally negative Levy processes. Our review also include…
Tail asymptotics for exponential functionals of Levy processes: the convolution equivalent case
Víctor Rivero
We determine the rate of decrease of the right tail distribution of the exponential functional of a Levy process with a convolution equivalent Levy measure. Our main result establi…